A complete class for linear estimation in a general linear model
- 20 Downloads
It is shown that in linear estimation both unbiased and biased, all unique (up to equivalence with respect to risk) locally best estimators and their limits constitute a complete class.
Key words and phrasesLinear model linear estimation unbiased or not complete class
Unable to display preview. Download preview PDF.
- Klonecki, W. and Zontek, S. (1985). On admissible estimation of regression parameters and variance components in mixed linear models,Preprint No. 334, Institute of Mathematics, Polish Academy of Sciences.Google Scholar
- LaMotte, L. R. (1980). Some results on biased linear estimation applied to variance component estimation,Mathematical Statistics and Probability: Proc. Sixth Intern. Confer., Wisła (Poland), Springer, New York, 266–274.Google Scholar
- Rockafellar, R. T. (1970).Convex Analysis, Princeton University Press.Google Scholar
© The Institute of Statistical Mathematics, Tokyo 1987